1.
Bank Runs, Welfare and Policy Implications
EFMA 2002 London Meeting, Forthcoming, BIS Working Paper No. 107
Number of pages: 35
Posted: 13 Dec 2005
Working Paper Series
Bank for International Settlements (BIS)
Downloads
239
2.
Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories
EFMA 2002 London Meetings
Number of pages: 16
Posted: 14 May 2004
Last Revised: 28 May 2019
Accepted Paper Series
IESE Business School
Downloads
37,952
3.
Option Pricing with Stochastic Volatility: A Closed-Form Solution Using the Fourier Transform
Number of pages: 52
Posted: 29 Jul 2002
Working Paper Series
National Center for Scientific Research (CNRS)
Downloads
1,798
4.
Optimal Interest Margin, Deposit Insurance Premium and Bank Size
Number of pages: 17
Posted: 25 Jun 2002
Working Paper Series
Bilkent University - Faculty of Business Administration
Downloads
466
5.
Circularity and the Undervaluation of Privatised Companies
Number of pages: 16
Posted: 25 Jun 2002
Working Paper Series
University of Bath - Centre for Governance, Regulation and Industrial Strategy; School of Management and University of Bristol - Leverhulme Centre for Market and Public Organisation (CMPO)
Downloads
167
6.
An Analytical Framework of Bank Merger and Reinvestment Decision Under Maximizing Equity Values
Number of pages: 29
Posted: 24 Jun 2002
Working Paper Series
Shih Chien University - Graduate Institute of Business Administration and Securities & Futures Institute
Downloads
414
7.
Dependence of the Intraday Nikkei Stock Index Futures
Number of pages: 31
Posted: 24 Jun 2002
Working Paper Series
University of Sheffield - School of Management
Downloads
474
8.
Friendly Takeovers in the UK: An Agency Analysis
Number of pages: 41
Posted: 24 Jun 2002
Working Paper Series
Robert Gordon University - Aberdeen Business School and Robert Gordon University - Centre for the Enhancement of Learning and Teaching (CELT)
Downloads
467
9.
Decision Rules for Allocating a Limiting Factor Across Products in a Stochastic Production Environment: A Real Options Approach
Number of pages: 19
Posted: 24 Jun 2002
Working Paper Series
University of Manchester Institute of Science and Technology (UMIST) and Athens Laboratory of Business Administration (ALBA)
Downloads
285
10.
Money Market Operations and Volatility of UK Money Market
Number of pages: 37
Posted: 24 Jun 2002
Working Paper Series
Bank of England
Downloads
179
11.
A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads
1,930
12.
Market Timing of International Stock Markets Using the Yield Spread
Number of pages: 36
Posted: 20 Jun 2002
Working Paper Series
Wake Forest University - School of Business, Wake Forest University - School of Business and University of Kentucky
There are 2 versions of this paper
Market Timing of International Stock Markets Using the Yield Spread
Number of pages: 36
Posted: 20 Jun 2002
Downloads
1,395
Downloads
1,395
13.
The Relationship between Commodity Prices and the Australian Dollar
EFMA 2002 London Meetings
Number of pages: 20
Posted: 20 Jun 2002
Working Paper Series
Curtin University - Centre for Research in Applied Economics
Downloads
1,290
14.
Board Structure and Agency Costs
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 47
Posted: 20 Jun 2002
Working Paper Series
Bayes Business School, City, University of London
Downloads
1,183
15.
Pricing and Hedging Interest Rate Options: Evidence from Cap-Floor Markets
Number of pages: 46
Posted: 20 Jun 2002
Working Paper Series
Case Western Reserve University - Department of Banking & Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads
1,042
16.
What the 'Indexes' Don't Tell You About Hedge Funds
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
Russell Investments - Capital Markets Research and Frank Russell Company-Consulting
Downloads
1,015
17.
What Firm-Specific News Releases Drive Economically Significant Stock Returns and Trading Volumes?
Number of pages: 36
Posted: 20 Jun 2002
Working Paper Series
King's College London - Faculty of Social Science and Public Policy and Manchester Business School
Downloads
829
18.
An Investigation of the Lead-Lag Relationship in Returns and Volatility between Cash and Stack Index Futures: The Case of Greece
Number of pages: 28
Posted: 20 Jun 2002
Working Paper Series
Independent, Athens Stock Exchange and Athens University of Economics and Business - Department of Accounting and Finance
Downloads
802
19.
The Under Investment and Over Investment Hypotheses: An Analysis Using Panel Data
EFMA 2002 London Meetings
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
University of Salamanca - Administration and Business Economics and Instituto Politecnico de Coimbra (Portugal)
Downloads
648
20.
Does Time Variation in Systematic Risk Affect the Profitability of Contrarian Investment Strategies?
Number of pages: 34
Posted: 20 Jun 2002
Working Paper Series
Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads
642
21.
Credit Rationing, Customer Relationship and the Number of Banks: An Empirical Analysis
Number of pages: 48
Posted: 20 Jun 2002
Working Paper Series
Unniversity of Lille, NHH-Caltech and University of Lille II - GERME Research Center
There are 2 versions of this paper
Credit Rationing, Customer Relationship and the Number of Banks: An Empirical Analysis
Number of pages: 48
Posted: 20 Jun 2002
Downloads
591
Credit Rationing, Customer Relationship and the Number of Banks: An Empirical Analysis
Number of pages: 9
Posted: 28 Mar 2005
Downloads
28
Downloads
591
22.
Managerial Equity Ownership and the Demand for Outside Directors
Number of pages: 33
Posted: 20 Jun 2002
Working Paper Series
Lancaster University - Department of Accounting and Finance, Bocconi University and Lancaster University - Department of Accounting and Finance
Downloads
580
23.
Strategic Capital Budgeting: Asset Replacement Under Market Uncertainty
Number of pages: 30
Posted: 20 Jun 2002
Working Paper Series
Lancaster University - Department of Accounting and Finance and Tilburg University - Department of Econometrics & Operations Research
Downloads
568
24.
Market Capitalization, Cross Correlations, the Lead/Lag Structure and Microstructure Effects in the Indian Stock Market
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
Cranfield University - School of Management and University of Birmingham - Department of Accounting and Finance
Downloads
564
25.
Testing for Feedback Trading in Index Futures: A Dynamic CAPM Approach
Number of pages: 21
Posted: 20 Jun 2002
Working Paper Series
Fairfield University - Charles F. Dolan School of Business
Downloads
465
26.
An Empirical Investigation of the Traditional and the Clean Surplus Valuation Models
Number of pages: 20
Posted: 20 Jun 2002
Working Paper Series
University of Piraeus - Department of Economics and Athens University of Economics and Business - Department of Business AdministrationAthens University of Economics and Business - Department of Business Administration
Downloads
464
27.
New Evidence on the Time-Varying Correlation between Consumption Growth and Stock Returns for the G7 Countries
FRB of New York Staff Report No. 181, EFMA 2002 London Meetings, EFA 2004 Maastricht Meetings Paper No. 5198
Number of pages: 34
Posted: 20 Jun 2002
Working Paper Series
affiliation not provided to SSRN and Federal Reserve Bank of New York
Downloads
447
28.
Determinants of Returns of Acquiring Firms Around Public Tender Offer Announcements: The Evidence Related to French Control-Oriented and Parent-Subsidiary Offers
Number of pages: 29
Posted: 20 Jun 2002
Working Paper Series
CFA Institute and University of Grenoble
Downloads
384
29.
Trading Activity and Intraday Returns in the Interest Rate Futures
Number of pages: 33
Posted: 20 Jun 2002
Working Paper Series
University of Massachusetts Dartmouth - Department of Accounting & Finance, Independent and University of Tennessee, Knoxville - College of Business Administration
Downloads
321
30.
Measuring Financial and Economic Integration with Equity Prices in Emerging Markets
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 53
Posted: 20 Jun 2002
Working Paper Series
City University London and City University London - Sir John Cass Business School
Downloads
290
31.
Assessing the Impact of the Euro on the Economies of Some MENA Countries: An Empirical Investigation Utilizing a Time-Varying Model to Forecast the Level and Volatility of the Us Dollar/Euro Exchange Rate
Number of pages: 33
Posted: 20 Jun 2002
Working Paper Series
Cairo University and International Monetary Fund (IMF)
Downloads
277
32.
Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets
Number of pages: 19
Posted: 20 Jun 2002
Working Paper Series
Fairfield University - Charles F. Dolan School of Business, Hanken School of Economics and University of Tennessee, Knoxville - College of Business Administration
Downloads
274
33.
The Supply of Trade Credits: Evidence from the UK
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
Concordia University, Quebec - Department of Finance and affiliation not provided to SSRN
Downloads
273
34.
Measuring Value at Risk of Portfolios Under the Edgeworth-Sargan Distribution
Number of pages: 25
Posted: 20 Jun 2002
Working Paper Series
Universidad Rey Juan Carlos - Department Economia and University of Salamanca
Downloads
257
35.
Selecting Australian Equity Superannuation Funds: A Retail Investor's Perspective
Number of pages: 32
Posted: 20 Jun 2002
Working Paper Series
Griffith University, University of Queensland - School of Economics and T.A. PAI Management Institute, Finance Area
Downloads
193
36.
Arch in the G7 Equity Markets: A Speculative Explanation
Number of pages: 15
Posted: 20 Jun 2002
Working Paper Series
University of Michigan at Dearborn - Department of Accounting and Finance
Downloads
167
37.
The Fama-Macbeth Methodology Versus the Non-Linear Unrelated Regression and Different Portfolio Formation Criteria
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 41
Posted: 19 Jun 2002
Working Paper Series
Duke Energy International and City University London - Cass Business School
Downloads
1,020
38.
Evaluating Consumer Loans Using Neural Networks
Number of pages: 39
Posted: 19 Jun 2002
Working Paper Series
Thomas Jefferson University and Saint Joseph's University
Downloads
918
39.
Market Anomalies in the A.S.E: The Day of the Week Effect
Number of pages: 19
Posted: 19 Jun 2002
Working Paper Series
University of Macedonia - Accounting and Finance, University of Macedonia and University of Macedonia
Downloads
844
40.
Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic Model
Number of pages: 15
Posted: 19 Jun 2002
Working Paper Series
Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering, Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory
Downloads
773
41.
Framework for Venture Capital in the Accession Countries to the European Union
Number of pages: 39
Posted: 19 Jun 2002
Working Paper Series
Cap Gemini Ernst & Young Consulting and affiliation not provided to SSRN
Downloads
727
42.
Risk Management Disclosure Practices of UK Non-Financial Firms after Frs 13
Number of pages: 30
Posted: 19 Jun 2002
Working Paper Series
Middlesex University - Business School and Middlesex University Business School
There are 2 versions of this paper
Risk Management Disclosure Practices of UK Non-Financial Firms after Frs 13
Number of pages: 30
Posted: 19 Jun 2002
Downloads
668
Downloads
668
43.
Discrete Wavelet Transform and Long Memory in Stock Market Prices
Number of pages: 44
Posted: 19 Jun 2002
Working Paper Series
Myongji University and Myongji University
Downloads
633
44.
Valuing Corporate Liabilities When the Default Threshold is Not an Absorbing Barrier
Number of pages: 23
Posted: 19 Jun 2002
Working Paper Series
Université de Rennes I and CREM
Downloads
561
45.
An Analysis of the Market Reward and Torpedo Effect of Firms that Consistently Meet Expectations
Number of pages: 42
Posted: 19 Jun 2002
Working Paper Series
George Washington University
Downloads
440
46.
An Analysis of Private Loan Guarantee Portfolios
EFMA 2002 London Meetings
, Journal of Fixed Income, Vol. 16, No. 1, 2006, pp. 55-64
Number of pages: 35
Posted: 19 Jun 2002
Last Revised: 15 May 2015
Accepted Paper Series
Université Laval - Département de Finance et Assurance, Université Laval and Laval University
Downloads
430
47.
Stock Prices Response to Real Economic Variables: The Case of Germany
Number of pages: 6
Posted: 19 Jun 2002
Working Paper Series
University of Piraeus
Downloads
409
48.
The Impact of Screen Trading on the Link between Stock Index and Stock Index Futures Prices: Evidence from UK Markets
Number of pages: 27
Posted: 19 Jun 2002
Working Paper Series
The University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads
365
49.
Economics of Scale in the Retail Superannuation Funds in Australia
Number of pages: 19
Posted: 19 Jun 2002
Working Paper Series
Thomas Jefferson University, RMIT University and Monash University - Department of Accounting
Downloads
354
50.
Does Frequent Trading Always Improve Liquidity?
Number of pages: 26
Posted: 19 Jun 2002
Working Paper Series
Nanyang Business School, Nanyang Technological University, Regional Engineering College, India and Nanyang Business School
Downloads
344
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